#![allow( clippy::assertions_on_constants, clippy::assertions_on_result_states, clippy::clone_on_copy, clippy::decimal_literal_representation, clippy::doc_markdown, clippy::empty_line_after_doc_comments, clippy::field_reassign_with_default, clippy::get_unwrap, clippy::identity_op, clippy::inconsistent_digit_grouping, clippy::indexing_slicing, clippy::integer_division, clippy::len_zero, clippy::let_underscore_must_use, clippy::manual_div_ceil, clippy::manual_let_else, clippy::manual_range_contains, clippy::modulo_arithmetic, clippy::needless_range_loop, clippy::non_ascii_literal, clippy::redundant_clone, clippy::shadow_reuse, clippy::shadow_same, clippy::shadow_unrelated, clippy::single_match_else, clippy::str_to_string, clippy::string_slice, clippy::tests_outside_test_module, clippy::too_many_lines, clippy::unnecessary_wraps, clippy::unseparated_literal_suffix, clippy::use_debug, clippy::useless_vec, clippy::wildcard_enum_match_arm, clippy::else_if_without_else, clippy::expect_used, clippy::missing_const_for_fn, clippy::similar_names, clippy::type_complexity, clippy::collapsible_else_if, clippy::doc_lazy_continuation, clippy::items_after_test_module, clippy::map_clone, clippy::multiple_unsafe_ops_per_block, clippy::unwrap_or_default, clippy::assign_op_pattern, clippy::needless_borrow, clippy::println_empty_string, clippy::unnecessary_cast, clippy::used_underscore_binding, clippy::create_dir, clippy::implicit_saturating_sub, clippy::exit, clippy::expect_fun_call, clippy::too_many_arguments, clippy::unnecessary_map_or, clippy::unwrap_used, dead_code, unused_imports, unused_variables, clippy::cloned_ref_to_slice_refs, clippy::neg_multiply, clippy::while_let_loop, clippy::bool_assert_comparison, clippy::excessive_precision, clippy::trivially_copy_pass_by_ref, clippy::op_ref, clippy::redundant_closure, clippy::unnecessary_lazy_evaluations, clippy::if_then_some_else_none, clippy::unnecessary_to_owned, clippy::single_component_path_imports, )] //! Integration Test: Preprocessing Module Uses Bessel's Correction //! //! Validates that the windowed_normalize function in the preprocessing module //! correctly applies Bessel's correction when computing variance. // candle eliminated — windowed_normalize operates on host &[f32] slices use ml::preprocessing::windowed_normalize; /// Manually compute expected z-scores with Bessel's correction fn compute_expected_zscore_unbiased(data: &[f32], window_size: usize) -> Vec { let mut result = Vec::with_capacity(data.len()); for i in 0..data.len() { let start = if i + 1 >= window_size { i + 1 - window_size } else { 0 }; let window = &data[start..=i]; // Compute mean let mean: f32 = window.iter().sum::() / window.len() as f32; // Compute variance with Bessel's correction (N-1) let variance: f32 = if window.len() > 1 { window.iter().map(|&x| (x - mean).powi(2)).sum::() / (window.len() - 1) as f32 } else { 0.0 }; let std = variance.sqrt(); // Compute z-score let eps = 1e-8; let z_score = if std > eps { (data[i] - mean) / std } else { 0.0 }; result.push(z_score); } result } #[test] fn test_preprocessing_uses_bessel_correction() { // Given: Simple test data let data = vec![1.0f32, 2.0, 3.0, 4.0, 5.0]; let window_size = 3; // When: Apply windowed normalization from preprocessing module (host-side &[f32]) let normalized = windowed_normalize(&data, window_size as i64).unwrap(); // Then: Should match manual calculation with Bessel's correction let expected = compute_expected_zscore_unbiased(&data, window_size); for (i, &exp) in expected.iter().enumerate() { let actual = normalized[i]; let diff = (actual - exp).abs(); assert!( diff < 1e-5, "Index {}: actual={}, expected={}, diff={}", i, actual, exp, diff ); } } #[test] fn test_preprocessing_bessel_vs_biased() { // Given: Data where Bessel's correction makes a significant difference let data = vec![100.0f32, 110.0, 105.0]; // Small sample (N=3) let window_size = 3; // When: Apply windowed normalization (should use Bessel's correction) let normalized = windowed_normalize(&data, window_size as i64).unwrap(); // Then: Verify it matches unbiased calculation let expected_unbiased = compute_expected_zscore_unbiased(&data, window_size); // Last value should be properly normalized with unbiased estimator let last_actual = normalized[2]; let last_expected = expected_unbiased[2]; assert!( (last_actual - last_expected).abs() < 1e-5, "Preprocessing should use unbiased estimator. actual={}, expected={}", last_actual, last_expected ); // Verify that it's different from biased calculation (for documentation) // Mean of [100, 110, 105] = 105 // Variance (biased): [(100-105)^2 + (110-105)^2 + (105-105)^2] / 3 = 50/3 ~ 16.67 // Variance (unbiased): 50 / 2 = 25.0 // Std (biased): sqrt(16.67) ~ 4.08 // Std (unbiased): sqrt(25.0) = 5.0 // Z-score for 105: (105-105)/std = 0.0 (same for both, but demonstrates difference) } #[test] fn test_preprocessing_edge_case_n1() { // Given: Single element let data = vec![42.0f32]; let window_size = 1; // When: Apply windowed normalization let normalized = windowed_normalize(&data, window_size as i64).unwrap(); // Then: Should handle N=1 gracefully (variance=0, z-score=0) let val0 = normalized[0]; assert_eq!(val0, 0.0); } #[test] fn test_preprocessing_realistic_prices() { // Given: Realistic price data let prices = vec![ 5000.0f32, 5010.0, 5020.0, 5015.0, 5025.0, 5030.0, 5028.0, 5035.0, ]; let window_size = 5; // When: Apply windowed normalization let normalized = windowed_normalize(&prices, window_size as i64).unwrap(); // Then: Should match manual unbiased calculation let expected = compute_expected_zscore_unbiased(&prices, window_size); for (i, &exp) in expected.iter().enumerate() { let actual = normalized[i]; let diff = (actual - exp).abs(); assert!( diff < 1e-4, "Index {}: Price={}, Z-score actual={}, expected={}, diff={}", i, prices[i], actual, exp, diff ); } } #[test] fn test_preprocessing_variance_difference() { // Given: Small window to maximize Bessel's correction impact let data = vec![1.0f32, 2.0]; // N=2 shows maximum 2x difference let window_size = 2; // When: Apply windowed normalization let normalized = windowed_normalize(&data, window_size as i64).unwrap(); // Then: Verify matches unbiased calculation // For index 1 (window [1.0, 2.0]): // Mean = 1.5 // Biased variance: [(1-1.5)^2 + (2-1.5)^2] / 2 = 0.5 / 2 = 0.25 // Unbiased variance: 0.5 / 1 = 0.5 // Biased std: sqrt(0.25) = 0.5 // Unbiased std: sqrt(0.5) ~ 0.707 // Z-score (biased): (2.0 - 1.5) / 0.5 = 1.0 // Z-score (unbiased): (2.0 - 1.5) / 0.707 ~ 0.707 let expected = compute_expected_zscore_unbiased(&data, window_size); let last_zscore = normalized[1]; let expected_zscore = expected[1]; // Should match unbiased calculation (~0.707) assert!( (last_zscore - expected_zscore).abs() < 1e-5, "Should use unbiased estimator. actual={}, expected={}", last_zscore, expected_zscore ); // Verify it's NOT the biased value (1.0) assert!( (last_zscore - 1.0).abs() > 0.2, "Should not use biased estimator (1.0), got {}", last_zscore ); }